- Issuer
- Twin Oak ETF Company
- Inception Date
- Jan 27, 2026
- Region
- North America (United States)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $125M
Share Price Chart
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Performance
TOS Performance Chart
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Returns By Period
Twin Oak Strategic Solutions ETF
- 1D
- 1.60%
- 1M
- 4.87%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.00%
- 1M
- -0.71%
- YTD
- 8.39%
- 6M
- 8.57%
- 1Y
- 24.33%
- 3Y*
- 18.94%
- 5Y*
- 12.24%
- 10Y*
- 13.54%
TOS Monthly Returns History
Based on dividend-adjusted daily data since Jan 28, 2026, TOS's average daily return is +0.22%, while the average monthly return is +3.58%. At this rate, an investment would double in approximately 1.6 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +13.3%, while the worst month was Mar 2026 at -6.9%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 1 months.
On a daily basis, TOS closed higher 58% of trading days. The best single day was Apr 8, 2026 with a return of +4.6%, while the worst single day was Jun 5, 2026 at -4.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.16% | 5.45% | -6.87% | 13.26% | 6.31% | 4.46% | 22.09% |
Benchmark Metrics
Twin Oak Strategic Solutions ETF has an annualized alpha of 33.71%, beta of 1.52, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since January 28, 2026.
- This ETF captured 141.28% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -18.25%) - a profile typical of hedging or uncorrelated assets.
- This ETF generated an annualized alpha of 33.71% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 1.52 means this ETF moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.
- Alpha
- 33.71%
- Beta
- 1.52
- R²
- 0.70
- Upside Capture
- 141.28%
- Downside Capture
- -18.25%
Expense Ratio
TOS has an expense ratio of 0.76%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Twin Oak Strategic Solutions ETF (TOS) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TOS | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.35 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.66 | — |
| Martin ratioReturn relative to average drawdown | — | 11.86 | — |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Twin Oak Strategic Solutions ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Twin Oak Strategic Solutions ETF was 11.72%, occurring on Mar 30, 2026. Recovery took 8 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 correction2026 | -11.72%Mar 2026 | 27d | 11d | 1mo 8dMar 2026 - Apr 2026 |
2026 pullback2026 | -6.15%Jun 2026 | 7d | 5d | 12dJun 2026 - Jun 2026 |
2026 pullback2026 | -4.65%May 2026 | 4d | 14d | 18dMay 2026 - Jun 2026 |
2026 pullback2026 | -4.36%Feb 2026 | 7d | 4d | 11dJan 2026 - Feb 2026 |
2026 pullback2026 | -2.79%Apr 2026 | 2d | 6d | 8dApr 2026 - May 2026 |
Drawdown Indicators
| TOS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.72% | -56.78% | +45.06% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.49% | +2.49% |
Average DrawdownAverage peak-to-trough decline | -2.52% | -10.72% | +8.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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